+1,624.4%
NDAQ vs SSNC
+1,082.2%
+542.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -2.4% | +0.6% | -3.1% | -2.7% |
| 30D | +2.5% | +6.0% | -3.6% | 0.0% |
| 3M | +9.9% | +21.0% | -11.0% | +1.6% |
| 6M | +9.4% | +12.1% | -2.7% | +4.1% |
| YTD | +0.4% | -3.2% | +3.7% | +1.4% |
| 1Y | +4.0% | -4.4% | +8.4% | +5.3% |
| 3Y | +94.4% | +51.6% | +42.8% | +64.0% |
| 5Y | +56.7% | +21.1% | +35.6% | +42.2% |
| 10Y | +375.3% | +177.7% | +197.6% | +205.1% |
| All | +1,624.4% | +1,082.2% | +542.2% | +478.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling